The Vanquisher Captain is found in the Blightbogs near the entrance to the Scrapworks at the end of the quest Some Assembly Required. He informs you that the entrance has been blocked by a cave-in, and asks you to look for his troop, who were dispatched to find some dynamite in the Abandoned Sawmill. Retrieve the dynamite and return it to the Vanquisher Captain to complete the quest The Cave-In.